Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47721.07 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46326.15 Kr¶

PnL: ---------------------------------------> -562.42 Kr¶

DD now: ---------------------------------> -1.869 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 17:13:40.552942'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

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Flushing oldest 200 entries.

Anic Portfolio¶

Today¶

Return: 0.86 %¶

This Week¶

Return: 0.395 %¶

Total¶

Return: 56.227 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.020000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
SAAB B 8 0.350000 3438.400000 61.400000 1.820000 3377.000000
FM Mattsson Mora Group B 50 -1.820000 2975.000000 48.000000 1.640000 2927.000000
Corem Property Group B 59 0.680000 615.370000 38.370000 6.650000 576.999999
AcadeMedia 12 2.360000 593.040000 36.040000 6.470000 557.000004
Boozt 12 3.990000 1689.600000 35.600000 2.150000 1653.999996
Resurs Holding 22 4.310000 601.260000 27.260000 4.750000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.950000 381.800000 26.800000 7.550000 355.000000
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Norva24 Group 16 -3.060000 558.400000 15.400000 2.840000 543.000000
HMS Networks 2 -0.120000 685.600000 12.600000 1.870000 673.000000
Intrum 4 -0.150000 535.400000 8.400000 1.590000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.370000 567.000000 5.000000 0.890000 562.000005
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Coor Service Management Hold. 8 1.130000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 4.350000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 0.610000 566.400000 2.400000 0.430000 564.000000
Essity B 2 0.880000 576.200000 2.200000 0.380000 574.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Handelsbanken A 5 0.460000 542.750000 -3.250000 -0.600000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.320000 565.560000 -4.440000 -0.780000 570.000000
CTEK 13 2.190000 528.710000 -5.290000 -0.990000 533.999999
Nordea Bank Abp 29 0.710000 3445.200000 -8.800000 -0.250000 3453.999992
Midsona B 63 1.610000 556.920000 -26.080000 -4.470000 582.999984
International Petroleum Corp. 5 1.300000 545.500000 -49.070000 -8.250000 594.565215
Vivesto 1368 -0.340000 556.780000 -56.220000 -9.170000 612.999432
Axfood 13 0.610000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 1.890000 1453.500000 -210.500000 -12.650000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46326.150000 -562.420000 -1.86885% 46888.564618

Updated:¶

'2023-01-20 17:13:53.264942'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶